W (Market Data - Snapshot/Full refresh)

The FIX message W (Market Data - Snapshot/Full Refresh) provides a complete snapshot of the order book for currency pairs according to the subscription type.

For simplicity, only full order book snapshots are transmitted; X (Market Data - Incremental Refresh) is not used to provide order book updates.

Tag		Name	Type	Required	Description
262		`MDReqID`	`String`	yes, by Revolut FIX Gateway	Unique identifier of the subscription provided with the `V` (Market Data) request.
55		`Symbol`	`String`	yes	Currency pair.
268		`NoMDEntries`	`NumInGroup`	yes	Number of the order book entries.
	269	`MDEntryType`	`Char`	yes	Type of the entry (bid or ask). Supported values: `0` - BID `1` - ASK
	270	`MDEntryPx`	`Price`	yes, by Revolut FIX Gateway	Price of the order book entry.
	271	`MDEntrySize`	`Qty`	yes, by Revolut FIX Gateway	Quantity of the order book entry.

For more details, see FIX 4.4 : Market Data - Snapshot/Full Refresh <W> message in the FIX 4.4 documentation.

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